Interacting generalized Friedman's urn systems

DOI10.1016/j.spa.2016.12.003zbMath1367.60119arXiv1601.01550MaRDI QIDQ2360245

Giacomo Aletti, Andrea Ghiglietti

Publication date: 30 June 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.01550

zbMATH Keywords

stochastic approximation; central limit theorems; strong consistency; interacting urn systems

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60F15: Strong limit theorems

60K35: Interacting random processes; statistical mechanics type models; percolation theory

60C05: Combinatorial probability

62L20: Stochastic approximation